-31.4%
INFY vs ALHC
-33.8%
+2.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.5% |
| 7D | -5.4% | -6.9% | +1.5% | -5.1% |
| 30D | -9.9% | -6.7% | -3.1% | -9.6% |
| 3M | -4.6% | -37.7% | +33.1% | -2.8% |
| 6M | -18.5% | -30.0% | +11.5% | -17.7% |
| YTD | -36.5% | -36.2% | -0.4% | -35.6% |
| 1Y | -32.8% | -22.9% | -9.9% | -32.5% |
| 3Y | -32.2% | +138.4% | -170.6% | -38.2% |
| 5Y | -44.7% | -32.8% | -11.9% | -48.0% |
| All | -31.4% | -33.8% | +2.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling